Whilst it can look complicated. The EP contains standard programmer connections, plus some additional terminals that don't have any other purpose than to connect the wires that are in them together. The Hive doesn't have this facility, so new connectors will have to be provided to contain these wires. The tricky bit is finding space for them. As
@muggles said this can be difficult. If it's possible, I generally sink a back box in the wall behind the Hive receiver to enclose the new terminals and just bring the wires needed for the Hive through to the Hive backplate.
A note of caution though. If you decide to DIY make sure you identify and mark each of the wires. There are several red wires for example, if you unwittingly transpose a two of them it can be extremely difficult to fault find, without tracing each wire individually and knowing what is connected to the other end.
So starting with the programmer part, electrically speaking you are just changing one switch for another identical switch. The EP has the connections as below.
The wires from the EP move to the Hive connections that have the same function, and in your case the terminals correspond, N-N / L-L / 3-3 / 4-4. The wire link presently in the EP between terminals L and 5 is discarded as this is already made for you inside the Hive, so the Hive doesn't need, or have a terminal 5.
The EP right hand vertical terminal strip is for the earth wires, they should remain connected together. An earth connection should also be made to any new back box if it is metal. Put some earth sleeving on the bare earth wires that don' t have it.
The EP left hand vertical terminal strip is for the neutrals, the wires presently in there should remain connected together.
Terminals A, B, C & D are not connected to the workings of the EP, they are simply connectors that are provided for the installers convenience. So for example the two yellow wires in 'B' need to remain connected together. The same applies to the wires in each of the other terminals. (A is vacant & I can't see C & D clearly enough to describe what is in them)
Finally any existing room thermostat should be decommissioned, by linking the live switching wires together so that it doesn't interfere with the operation of the Hive, it can't just be disconnected otherwise the heating wiring would remain 'open circuit' and the heating will not operate. If you need any help with this then post back details of the existing room thermostat.